Robust solution of monotone stochastic linear complementarity problems
نویسندگان
چکیده
منابع مشابه
Robust solution of monotone stochastic linear complementarity problems
We consider the stochastic linear complementarity problem (SLCP) involving a random matrix whose expectation matrix is positive semi-definite. We show that the expected residual minimization (ERM) formulation of this problem has a nonempty and bounded solution set if the expected value (EV) formulation, which reduces to the LCP with the positive semi-definite expectation matrix, has a nonempty ...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2007
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-007-0163-z